CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	0.9103	0.9039	-0.0064	-0.7%	0.9000
High	0.9133	0.9083	-0.0050	-0.5%	0.9167
Low	0.9037	0.9003	-0.0034	-0.4%	0.8990
Close	0.9046	0.9013	-0.0033	-0.4%	0.9106
Range	0.0096	0.0080	-0.0016	-16.7%	0.0177
ATR	0.0064	0.0065	0.0001	1.8%	0.0000
Volume	52,806	71,923	19,117	36.2%	346,544

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9273	0.9223	0.9057
R3	0.9193	0.9143	0.9035
R2	0.9113	0.9113	0.9028
R1	0.9063	0.9063	0.9020	0.9048
PP	0.9033	0.9033	0.9033	0.9026
S1	0.8983	0.8983	0.9006	0.8968
S2	0.8953	0.8953	0.8998
S3	0.8873	0.8903	0.8991
S4	0.8793	0.8823	0.8969

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9619	0.9539	0.9203
R3	0.9442	0.9362	0.9155
R2	0.9265	0.9265	0.9138
R1	0.9185	0.9185	0.9122	0.9225
PP	0.9088	0.9088	0.9088	0.9108
S1	0.9008	0.9008	0.9090	0.9048
S2	0.8911	0.8911	0.9074
S3	0.8734	0.8831	0.9057
S4	0.8557	0.8654	0.9009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9167	0.9003	0.0164	1.8%	0.0082	0.9%	6%	False	True	66,983
10	0.9167	0.8990	0.0177	2.0%	0.0077	0.9%	13%	False	False	61,719
20	0.9226	0.8990	0.0236	2.6%	0.0069	0.8%	10%	False	False	33,803
40	0.9226	0.8990	0.0236	2.6%	0.0055	0.6%	10%	False	False	17,071
60	0.9377	0.8990	0.0387	4.3%	0.0049	0.5%	6%	False	False	11,475
80	0.9377	0.8990	0.0387	4.3%	0.0043	0.5%	6%	False	False	8,662
100	0.9377	0.8990	0.0387	4.3%	0.0040	0.4%	6%	False	False	6,949
120	0.9377	0.8990	0.0387	4.3%	0.0037	0.4%	6%	False	False	5,798

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9423
2.618	0.9292
1.618	0.9212
1.000	0.9163
0.618	0.9132
HIGH	0.9083
0.618	0.9052
0.500	0.9043
0.382	0.9034
LOW	0.9003
0.618	0.8954
1.000	0.8923
1.618	0.8874
2.618	0.8794
4.250	0.8663

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	0.9043	0.9085
PP	0.9033	0.9061
S1	0.9023	0.9037

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These figures are updated between 7pm and 10pm EST after a trading day.

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